<ol>
  <li>
    Marshall, Ben R. and Nguyen, Nhut (Nick) Hoang and Visaltanachoti, Nuttawat, ETF Arbitrage: Intraday Evidence (November 16, 2010). <a href="https://ssrn.com/abstract=1709599">Online copy</a>
  </li>
  <li>
    Kakushadze, Zura and Serur, Juan Andrés, 151 Trading Strategies (August 17, 2018). Z. Kakushadze and J.A. Serur. 151 Trading Strategies. Cham, Switzerland: Palgrave Macmillan, an imprint of Springer Nature, 1st Edition (2018), XX, 480 pp; ISBN 978-3-030-02791-9. <a href="https://ssrn.com/abstract=3247865">Online copy</a>
  </li>
</ol>